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Normal Probability Calculator
THIS PAGE IS A WORK IN PROGRESS
This calculator works the same as NORM.S.DIST(z, cumulative)
in Excel. Here, Normal Cumulative Distribution
is the same as passing TRUE
, while Normal Density
is the same as passing FALSE
.
Type | Z Value | ||
|
Normal Theory
Normal Distribution refers to any form of continuous data. This could be the length, height, time etc.
Common properties include:
- Symmetrically distributed
- Long tails / bell shaped
- Mean / Mode and Median are the same
Important properties of Normal Distribution are:
- About 68% of the area under the curve falls within 1 standard deviation of the mean.
- About 95% of the area under the curve falls within 2 standard deviations of the mean.
- About 99.73% of the area under the curve falls within 3 standard deviations of the mean.
Normal Tables
When you have a Normal Distribution;
- The total area under the normal curve = 1.
- The probability of any particular value is 0.
- The probability that X is greater than or less than a value = area under the normal curve in that direction.
To create a Standard Normal Distribution from ANY Normal Distribution, you find the z-value
. Here, you find how many standard deviations an element is from the mean.
Note that any outliers present within the data will impact variance, standard-deviation, range and average values. Median will NOT be affected.
z = (x - µ) / σ
z
is the z-scorex
is the value of the elementµ
is the population meanσ
is the standard deviation
Standard Normal Distribution
The “normal distribution” with mean µ = 0
and variance σ2 = 1
, which is denoted as N(0,1)
is called the Standard (Unit) Normal Distribution.
The Standard Normal Distribution is much easier to work with and to calculate the area under the curve.
The Standard Normal Cumulative Distribution is tabulated, so you don’t need to perform the calculation yourself, but instead use the tables.
To transform any Normal Distribution fo a Standard (Unit), you simply substitute x
for z
, where;
z = x - µ ⁄ σ